The relation between conditionally heteroskedastic factor models and factor GARCH models (Q4415851)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The relation between conditionally heteroskedastic factor models and factor GARCH models |
scientific article; zbMATH DE number 1960966
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The relation between conditionally heteroskedastic factor models and factor GARCH models |
scientific article; zbMATH DE number 1960966 |
Statements
The relation between conditionally heteroskedastic factor models and factor GARCH models (English)
0 references
7 August 2003
0 references
asset pricing
0 references
factor models
0 references
multivariate ARCH
0 references
volatility
0 references
